Here's something I came across that didn't have a good answer when I googled. If you get link errors with MingW32 like:

undefined reference to `GetProcessMemoryInfo@12' or
c:/justinhj/mem.cpp:55: undefined reference to `EnumProcesses@12'

Then you are not linking with the library psapi, and you need it.

To do this just add -lpsapi to your command line. It needs to be last in the list of libraries too!